When The Corinthian (Boyd Holbrook) is walking around Rose's apartment, he pauses at a photo of Judy (Daisy Head), who fell victim to John Dee's machinations in S1E5 ("24/7"). During that episode, Judy and Rose talk on the phone about Judy's missing girlfriend Donna.
The diner where the "co-chairs of the planning committee" meet to discuss options for their replacement guest of honor is called Mike's Drinks 'N' Burgers. This is undoubtedly a nod to artist Mike Dringenberg, who illustrated The Sandman issues #1-20, including The Doll's House story arc from which this episode's plot and name are derived.
The red and gold costume donned by Jed is a comics-accurate rendition of garb worn by the hero Sandman in his 3rd, Bronze-Age iteration. He initially wore a fedora, gas-mask, cloak and business suit when he appeared in the 1930's and 1940's as a crime-fighting 'Mystery Man', but traded up to a gold and purple colored union suit to better fit in with the spandex-clad adventurers who became popular in the 1950's thru 1970's. The character was revived by Jack Kirby in the red/yellow costume for a brief run from 1974 to 1976, wearing the costume seen in Jed's dream.
In the opening scene featuring Rose and Jed Walker in 2015, Rose picks up a pair of Batman and Superman toys, while Jed is wearing a t-shirt featuring the character Static. These are all characters from the DC Universe (although Static was originally published by Milestone), of which Dream/The Sandman are a part.
Merv Pumpkinhead bears a striking resemblance to Jack Pumpkinhead from Return to Oz (1985).